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Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations - MaRDI portal

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Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q6372788)

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scientific article
Language Label Description Also known as
English
Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations
scientific article

    Statements

    publication date
    14 July 2021
    0 references
    arXiv classification
    math.NA
    0 references
    cs.NA
    0 references
    author
    Long Teng
    0 references

    Identifiers

    arXiv ID
    2107.06673
    0 references
    Mathematics Subject Classification ID
    65M75
    0 references
    60H35
    0 references
    65C30
    0 references
    Wikidata QID
    Q115361056
    0 references
     
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